So, we have two ways of
solving the problem. |
|
Serial approach makes the
most sense when you have few obs and a large state vector |
|
Local approach makes more
sense when you have lots of obs - then itŐs much easier to parallelize the
problem and it scales well on a MP system. Mathematically, there are differences between the two (the
Local approach involves some approximations), but practical experience has
shown there is little or no difference in accuracy. |